The above setup will save message on the existing mailbox in Zimbra and deliver the rest into Exchange.

Dear Vavai,
I already tested using ur recomendation. But when i use this command, i only recieve message on zimbra mail server not on my exhcange server.
Do i have to set mx for my exhcange server on zimbra dns server?
thx

BTW, is there any reason why you should keep the message on each server ?

The reason is because i want to replace my existing exchange server with zimbra, before i migrate all my user account to zimbra i must make sure everything ready and not cause any problem when i terminate exchange. That's why i still need exchange server keep recieving email.
I want zimbra catch all email messages then forward it to exchange server.

I will try ur next suggestion and i will update if i have a progress on this problem.